+89.4%
STM vs IWD
+29.9%
+59.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +2.0% |
| 7D | -5.6% | +1.3% | -6.8% | -8.0% |
| 30D | -14.4% | +3.6% | -18.0% | -21.2% |
| 3M | -20.5% | +2.3% | -22.8% | -24.9% |
| 6M | -24.5% | +13.0% | -37.5% | -45.6% |
| YTD | +72.7% | +26.2% | +46.5% | -2.9% |
| All | +89.4% | +29.9% | +59.5% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling